-100.0%
TONX vs SPY
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.8% |
| 7D | +27.2% | +3.3% | +23.9% | +23.6% |
| 30D | +19.3% | -2.7% | +22.0% | +23.1% |
| 3M | +27.2% | -1.7% | +28.9% | +30.6% |
| 6M | +5.2% | +3.1% | +2.1% | +4.1% |
| YTD | +83.4% | +11.9% | +71.5% | +69.9% |
| 1Y | +1.4% | +12.0% | -10.6% | -6.0% |
| 3Y | -91.7% | +78.2% | -169.8% | -94.7% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 10Y | -100.0% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +345.0% | -445.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling